Sure, I have just done that.
But as he has written, he was using external USB MIDI. It is in M-Audio "section" of the post, but it has nothing to do with M-Audio. You can use any cheap USB-MIDI cable since the latency is not an issue (unlike with keyboards). They are normally require no special drivers since they use Windows build-in USBMIDI one.
So, M-Audio driver is required to get audio part working. USB-MIDI cable and AZ Controller to get control surface working.